-55.4%
TSLL vs ROK
+87.2%
-142.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -13.3% |
| 7D | +1.9% | +0.7% | +1.2% | +0.9% |
| 30D | +17.8% | -3.3% | +21.1% | +21.8% |
| 3M | -37.0% | -5.9% | -31.1% | -32.3% |
| 6M | -37.7% | +13.9% | -51.5% | -46.4% |
| YTD | -51.4% | +12.6% | -63.9% | -58.4% |
| 1Y | -23.4% | +28.6% | -52.0% | -43.2% |
| 3Y | -30.8% | +45.1% | -75.9% | -56.5% |
| All | -55.4% | +87.2% | -142.6% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling